EUROCLEAR BANK S.A./N.V. 1 BOULEVARD DU ROI ALBERT II B-1210 BRUSSELS, BELGIUM INTPHONE +32 2 326 1211 TELEX 61025 MGTEC B TVA 429 875 591 B.I.C. MGTC BE BE RCB 486 370 COLLATERAL SERVICES: INTPHONE +32 2 326 2151 INTFAX +32 2 326 2502	TRIPARTY SERVICES REPORT DATE PAGE NB TRANSACTION MARGIN REPORT 23/07/2010 1/ 3 CURRENT SITUATION (OVERNIGHT) TRANSACTION ID : 9210784 YOUR REFERENCE :
TRANSACTION INFORMATION AUTOMATIC COLL. TAKER : 29427 THE BANK OF NEW YORK MELL INITIATION DATE : 29/07/2009 COLL. GIVER : 92542 BNP PARIBAS LDN CLOSING DATE : 06/04/2012 INTENDED TRS AMOUNT : EUR 150,000,000.00 PRICING RATE : 01.06400 ACTUAL TRS AMOUNT : EUR 151,591,566.66 YEAR BASIS : 360
SECURITIES INFORMATION SECURITIES ISSUER TYPE NOMINAL AMOUNT OR UNITS CLEAN PRICE PRICE + ACCRUED MARGIN MARGINED VALUE BE0934985020 ANHEUSER-BUSCH INBE 8.62500 30/01/17 OTHR EUR 6,048,000.00 1.31050000 1.35232534 1.0900 EUR 7,503,544.64 DE0001135382 BUNDESREPUBLIK DEUT 3.50000 04/07/19 SOVGN EUR 32,325,527.09 1.07753333 1.07964291 1.0200 EUR 34,215,711.90 ES0211845203 ABERTIS INFRAESTRUC 4.37500 30/03/20 OTHR EUR 1,800,000.00 0.86740000 0.88154383 1.0900 EUR 1,455,760.45 ES0214977128 CAJA DE AHORROS DE 4.25000 26/05/13 OTHR EUR 8,500,000.00 0.94557850 0.95268123 1.0800 EUR 7,497,954.13 FR0010678151 GDF SUEZ SA 6.25000 24/01/14 OTHR EUR 1,030,000.00 1.13490000 1.16623561 1.0800 EUR 1,112,243.22 FR0010853226 BOUYGUES 4.00000 12/02/18 OTHR EUR 2,000,000.00 1.03770000 1.05567260 1.0900 EUR 1,937,013.94 PTBCLQOM0010 BANCO COMERCIAL POR 5.75000 23/04/14 OTHR EUR 8,150,000.00 0.97825000 0.99278125 1.0800 EUR 7,491,821.47 PTBCPUOM0010 BANCO COMERCIAL POR VAR 28/03/13 OTHR EUR 1,400,000.00 0.89500000 0.89658822 1.0800 EUR 1,162,243.99 XS0241903821 CAIXA ECONOMICA MON VAR 00/01/11 OTHR EUR 2,100,000.00 0.98015000 0.98221383 1.0800 EUR 1,909,860.23 XS0241945236 TELEFONICA EMISIONE 3.75000 02/02/11 OTHR EUR 4,000,000.00 1.01040000 1.02827671 1.0800 EUR 3,808,432.26 XS0243150967 FORTUNE BRANDS REGS 4.00000 30/01/13 OTHR EUR 1,073,000.00 1.02025000 1.03964726 1.0800 EUR 1,032,908.81 XS0247770224 REPUBBLICA ITALIANA VAR 22/03/18 SOVGN EUR 21,500,000.00 0.91059860 0.91594093 1.0500 EUR 18,754,980.95 XS0260896542 SCHNEIDER ELECTRIC 4.50000 17/01/14 OTHR EUR 2,518,000.00 1.07540000 1.09882465 1.0800 EUR 2,561,889.32 XS0268436341 BBVA SENIOR FINANCE VAR 00/10/10 OTHR EUR 8,100,000.00 0.99950000 1.00000866 1.0800 EUR 7,500,064.95 XS0268587127 HUTCHINSON WHAMPOA 4.62500 21/09/16 OTHR EUR 7,550,000.00 1.04400000 1.08302739 1.0900 EUR 7,501,703.48 XS0284363438 SNS BANK NV VAR 00/02/12 OTHR EUR 2,000,000.00 0.97805000 0.97977800 1.0800 EUR 1,814,403.70 XS0284891297 TELEFONICA EMISIONE 4.67400 07/02/14 OTHR EUR 2,100,000.00 1.04120000 1.06284126 1.0800 EUR 2,066,635.78 XS0286704787 FRANCE TELECOM 4.37500 21/02/12 OTHR EUR 2,150,000.00 1.04200000 1.06057876 1.0800 EUR 2,111,337.35 XS0325760444 VOLKSWAGEN LEASING 4.87500 18/10/12 OTHR EUR 3,550,000.00 1.06150000 1.09903082 1.0800 EUR 3,612,555.01 XS0326116133 BMW FINANCE NV 4.87500 18/10/12 OTHR EUR 1,966,000.00 1.06720000 1.10473082 1.0800 EUR 2,011,019.25 XS0335133996 GLAXOSMITHKLINE CAP 5.12500 13/12/12 OTHR EUR 1,175,000.00 1.08010000 1.11169246 1.0800 EUR 1,209,480.22

 

EUROCLEAR BANK S.A./N.V. 1 BOULEVARD DU ROI ALBERT II B-1210 BRUSSELS, BELGIUM INTPHONE +32 2 326 1211 TELEX 61025 MGTEC B TVA 429 875 591 B.I.C. MGTC BE BE RCB 486 370 COLLATERAL SERVICES: INTPHONE +32 2 326 2151 INTFAX +32 2 326 2502	TRIPARTY SERVICES REPORT DATE PAGE NB TRANSACTION MARGIN REPORT 23/07/2010 2/ 3 CURRENT SITUATION (OVERNIGHT) TRANSACTION ID : 9210784 YOUR REFERENCE :
TRANSACTION INFORMATION AUTOMATIC COLL. TAKER : 29427 THE BANK OF NEW YORK MELL INITIATION DATE : 29/07/2009 COLL. GIVER : 92542 BNP PARIBAS LDN CLOSING DATE : 06/04/2012 INTENDED TRS AMOUNT : EUR 150,000,000.00 PRICING RATE : 01.06400 ACTUAL TRS AMOUNT : EUR 151,591,566.66 YEAR BASIS : 360
SECURITIES INFORMATION SECURITIES ISSUER TYPE NOMINAL AMOUNT OR UNITS CLEAN PRICE PRICE + ACCRUED MARGIN MARGINED VALUE XS0366203585 XSTRATA FINANCE (CA 5.87500 27/05/11 OTHR EUR 2,730,000.00 1.03050000 1.04015753 1.0800 EUR 2,629,287.09 XS0368055959 TELEFONICA EMISIONE 5.58000 12/06/13 OTHR EUR 2,550,000.00 1.07350000 1.08022657 1.0800 EUR 2,550,534.96 XS0378754906 ROYAL BANK OF CANAD 5.75000 25/07/11 OTHR EUR 2,802,000.00 1.04320000 1.04335753 1.0800 EUR 2,706,933.15 XS0408223138 VOLKSWAGEN FINANCIA 6.87500 15/01/14 OTHR EUR 2,395,000.00 1.14740000 1.18356438 1.0800 EUR 2,624,663.60 XS0408730157 BMW US CAPITAL CORP 6.37500 23/07/12 OTHR EUR 2,893,000.00 1.08620000 1.08673125 1.0800 EUR 2,911,031.02 XS0412447632 VOLKSWAGEN INTERNAT 5.62500 09/02/12 OTHR EUR 2,382,000.00 1.05610000 1.08183630 1.0800 EUR 2,386,050.06 XS0436928872 GAS NATURAL CAPITAL 6.37500 09/07/19 OTHR EUR 2,800,000.00 1.09040000 1.09336917 1.0900 EUR 2,808,654.75 XS0458748851 GAS NATURAL CAPITAL 4.37500 02/11/16 OTHR EUR 4,500,000.00 0.98910000 1.02098356 1.0900 EUR 4,215,069.74 XS0462999573 TELEFONICA EMISIONE 4.69300 11/11/19 OTHR EUR 5,800,000.00 1.02000000 1.05317243 1.0900 EUR 5,604,036.78 XS0478929457 BMW FINANCE NV 2.87500 18/04/13 OTHR EUR 1,936,000.00 1.02890000 1.04378698 1.0800 EUR 1,871,084.81 XS0494547168 TELEFONICA EMISIONE 3.40600 24/03/15 OTHR EUR 1,050,000.00 1.00160000 1.01317106 1.0800 EUR 985,027.42 XS0499243300 CARREFOUR SA 4.00000 09/04/20 OTHR EUR 2,100,000.00 1.04060000 1.05243561 1.0900 EUR 2,027,628.24
AGGREGATE MARGINED VALUE: EUR 151,591,566.67 FORECAST MARGIN VALUE : EUR 151,591,566.67 TRANSACTION MARGIN : EUR 0.01 % 0.00

 

EUROCLEAR BANK S.A./N.V. 1 BOULEVARD DU ROI ALBERT II B-1210 BRUSSELS, BELGIUM INTPHONE +32 2 326 1211 TELEX 61025 MGTEC B TVA 429 875 591 B.I.C. MGTC BE BE RCB 486 370 COLLATERAL SERVICES: INTPHONE +32 2 326 2151 INTFAX +32 2 326 2502	TRIPARTY SERVICES REPORT DATE PAGE NB SUMMARY MARGIN REPORT 23/07/2010 3/ 3 FOR AUTOMATIC TRANSACTIONS TRIP A/C : 29427
TRIPARTY AGREEMENT INFO CURRENT SITUATION COLL. TAKER : 29427 THE BANK OF NEW YORK MELLON, NY COLL. GIVER : 92542 BNP PARIBAS LDN TOTAL INTENDED TRS. AMOUNT IN REF. CURRENCY : EUR 150,000,000.00 TOTAL TRANSACTION AMOUNT IN REF CURRENCY : EUR 151,591,566.66
TRANSACTION INFORMATION CLOSING DATE TRANS. ID TRANS. CURR. INTENDED TRS AMOUNT TRANSACTION MARGIN MARGIN % TRANS. STATUS 06/04/2012 9210784 CURRENT EUR 150,000,000.00 0.01 0.00 EXCESS
MESSAGE ( SEE TRANSACTION STATUS ) : DEFICIT: THE TRANSACTION IS EXPECTED TO BE UNDERMARGINED. EXCESS: THE TRANSACTION IS EXPECTED TO BE OVERMARGINED.